Hot take: it seems this way because he was a book character first and foremost. It's easier in relative terms to demonstrate depth and complexity in book form, as authors and narrators can basically tell us what a character is thinking. Additionally, you tend to spend more time with characters in books, so there's more time to explore things like morals. It's much harder to do that in film or even TV, as a) you don't have a direct link to a character's inner thoughts - you have to show it through dialogue and actions, and b) so much less time is spent with them. (It's why I prefer reading books to watching films or series!)
I think they did a great job with Thrawn in Rebels, considering it's a kids' show. Ahsoka Thrawn was fine IMO.